+145.1%
XRT vs TMF
-82.2%
+227.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.6% |
| 7D | +4.1% | -1.1% | +5.2% | +4.0% |
| 30D | +9.9% | +11.8% | -1.9% | +10.5% |
| 3M | +2.3% | -4.0% | +6.3% | +2.0% |
| 6M | +9.6% | -16.5% | +26.1% | +8.5% |
| YTD | +9.1% | -19.9% | +29.0% | +7.8% |
| 1Y | +16.2% | -25.6% | +41.8% | +14.3% |
| 3Y | +60.1% | -29.9% | +89.9% | +58.7% |
| 5Y | -0.5% | -88.2% | +87.8% | -23.5% |
| 10Y | +145.1% | -81.7% | +226.8% | +119.3% |
| All | +145.1% | -82.2% | +227.3% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling